Optimal Multiple Stopping of Linear Diffusions (Q3168975)

From MaRDI portal
Revision as of 11:01, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Optimal Multiple Stopping of Linear Diffusions
scientific article

    Statements

    title
    Optimal Multiple Stopping of Linear Diffusions (English)
    0 references
    author
    Savas Dayanik
    0 references
    René A. Carmona
    0 references
    publication date
    27 April 2011
    0 references
    Mathematics Subject Classification ID
    60G40
    0 references
    60J60
    0 references
    91G20
    0 references
    zbMATH DE Number
    5881580
    0 references
    zbMATH Keywords
    optimal multiple stopping
    0 references
    snell envelope
    0 references
    diffusions
    0 references
    swing options
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3168975&oldid=27550051"
    Powered by MediaWiki